the best thing I could suggest would be to Open an account with LTSP, get LVX with LVE, and download up to 2 years of historical options data along with some level of corporate data, and get WH Enchilada Pro and see if you can download the entire DB somehow via their API ... that would be as "cheap" as it would get IMO... LVE for 2yr of options data, as it is all included with LTSP/LVX, you just need to deposit 25K USD... and spend $150 on enchilada. another alternative, look at quantopian (give you mentioned python)... they have a number of data sets from quandl for events, and you can always import the options data from LVX/E...
You should know better. Buy some donuts & head over to S&T. As a matter of fact.... since you're over the pond. Go take a visit to St.Swithin's and ask them.